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Date/Time: Tue, 17 Jul 2018 02:14:55 +0000



Possible to Develop own Trading / Execution - Using Signals from Sierra Chart?

Support Request:
[2017-12-01 01:18:43]
silversoft - Posts: 6
In reading through your documentation (https://www.sierrachart.com/index.php?page=doc/helpdetails76.html) I am trying to understand if there is anything preventing me from taking on the development of the trading/execution portion myself while still leveraging the signals from sierra chart.

Since my exchange (Poloniex) does not use DTC or FIX (https://poloniex.com/support/api/) I understand Sierra Chart does not support their trading functionality, only data. In evaluating charting options and automating my system I am trying to understand if I can take this task on myself.

Could this be done via SC Custom Study -> TCP -> exe -> poloniex https api? Is this viable or am I missing something here? Will I be prevented from importing needed libraries? Apologies if this is a poor question, doing my best to understand my options here.
[2017-12-01 19:21:37]
Sierra Chart Engineering - Posts: 61831
We think it probably would be best way for us to add Poloniex support. This is something eventually we will be getting to in the coming months. We are also fairly sure there is Poloniex trading support actually available through a separate DTC gateway.

But the answer is in general yes you can accomplish what you are describing.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-01 19:25:27
[2017-12-01 21:54:55]
silversoft - Posts: 6
Sounds good, thank you for the info. I suspect this timing may work out given my current stage in development. Out of curiosity, do you have any other details on the separate DTC gateway? Or were referring to the open source DTC adapters that I believe are floating around?
[2017-12-01 22:36:10]
Sporken - Posts: 81
If they have an API then your fastest to way to communicate is using shared memory. The Boost library has a very easy implementation.

http://www.boost.org/doc/libs/1_55_0/doc/html/interprocess/sharedmemorybetweenprocesses.html

If it's not C++ or has weird restrictions then a slower alternative is to communicate between the processes by writing files to predetermined folders and then using the OS folder watching calls to detect changes to the files.

  
  HANDLE m_dwChangeHandles[2];

  m_dwChangeHandles[0] = FindFirstChangeNotification(
    FOLDER_PATH, // directory to watch
    FALSE, // do not watch subtree
    FILE_NOTIFY_CHANGE_FILE_NAME); // watch file name changes

  if (m_dwChangeHandles[0] == INVALID_HANDLE_VALUE)
  {
    LOGERROR("FindFirstChangeNotification function failed.\n");
    ExitProcess(GetLastError());
  }
  
  m_folderChanged = true;

and later something like

  //  DWORD dwWaitStatus = WaitForMultipleObjects(1, m_dwChangeHandles, FALSE, INFINITE);
  DWORD dwWaitStatus = WaitForMultipleObjects(1, m_dwChangeHandles, FALSE, 10);
  if (dwWaitStatus == WAIT_OBJECT_0)
  {
    LOGINFO("Folder changed.");
    m_folderChanged = true;
    if (FindNextChangeNotification(m_dwChangeHandles[0]) == FALSE)
    {
      LOGERROR("FindNextChangeNotification function failed.\n");
      ExitProcess(GetLastError());
    }
  }

ps. I'm not Sierra support, I just wanted to be helpful.
Date Time Of Last Edit: 2017-12-01 22:37:34
[2017-12-01 22:50:33]
silversoft - Posts: 6
Extremely helpful. The trading service is all restful https so I am leaning towards a c++ -> https implementation on my side and possibly connected to SC via this method (if I am understanding you correctly). The basic 'write to file, watch for changes' method was the first thing to come to mind.

I'll base my decision around timelines and some of that will depend on Sierra Charts. Thanks again.
[2017-12-02 06:36:25]
Sporken - Posts: 81
You're welcome. I just looked at Poloniex, if you're planning to trade bitcoin it might be easier to wait until it appear on CME

http://www.cmegroup.com/media-room/press-releases/2017/10/31/cme_group_announceslaunchofbitcoinfutures.html

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